Results for Declustering

Publications & Outputs

1. Regular variation and extremal dependence of GARCH residuals with application to market risk measures

   Laurini, F. & Tawn, J. A., 31/01/2009, In: Econometric Reviews. 28, 1-3, p. 146-169 24 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review